In his book "Why Stock Markets Crash: Critical Events in Complex Financial Systems" UCLA physicist and complex-systems theorist Didier Sornette claims that stock market crashes are predictable. It is usual practice to assume that changes in financial time series follow the normal distribution. But it is an empirical fact that changes in such prices areskewed and have fatter tails than the normal distribution. Large negative changes are more frequent than large positive changes and outliers is not uncommon. Sornette divides the population of the changes in two, one for the body and one for the tails. These two sets follow different laws. Bollinger Bands, Sigma Bands and Acceleration Bands are symmetric bands. We have developed asymmetric bands that are more realistic if you want to take calculated risk in your trading. It is possible to hedge against such risk, often called tail hedging.